From 02c210e968ab8f8ebd8bca0415505ef8a539bc16 Mon Sep 17 00:00:00 2001
From: Le Roux Erwan <erwan.le-roux@irstea.fr>
Date: Tue, 28 May 2019 18:40:13 +0200
Subject: [PATCH] [EXTREME ESTIMATOR][MAX STABLE] add argument
use_rmaxstab_with_2_coordinates to rmaxstab that makes it possible to sample
dataset with 3D coordinates
---
.../abstract_max_stable_model.py | 6 +++-
.../dataset/simulation_dataset.py | 6 ++--
.../annual_maxima_observations.py | 6 ++--
.../test_max_stable_model.py | 29 +++++++++++++++++++
.../test_dataset.py | 12 ++++++++
5 files changed, 54 insertions(+), 5 deletions(-)
create mode 100644 test/test_extreme_estimator/test_extreme_models/test_max_stable_model.py
diff --git a/extreme_estimator/extreme_models/max_stable_model/abstract_max_stable_model.py b/extreme_estimator/extreme_models/max_stable_model/abstract_max_stable_model.py
index 56add58d..029eebc9 100644
--- a/extreme_estimator/extreme_models/max_stable_model/abstract_max_stable_model.py
+++ b/extreme_estimator/extreme_models/max_stable_model/abstract_max_stable_model.py
@@ -71,13 +71,17 @@ class AbstractMaxStableModel(AbstractModel):
**fit_params)
return ResultFromSpatialExtreme(res)
- def rmaxstab(self, nb_obs: int, coordinates_values: np.ndarray) -> np.ndarray:
+ def rmaxstab(self, nb_obs: int, coordinates_values: np.ndarray, use_rmaxstab_with_2_coordinates=False) -> np.ndarray:
"""
Return an numpy of maxima. With rows being the stations and columns being the years of maxima
"""
+ if use_rmaxstab_with_2_coordinates and coordinates_values.shape[1] > 2:
+ # When we have more than 2 coordinates, then sample based on the 2 first coordinates only
+ coordinates_values = coordinates_values[:, :2]
maxima_frech = np.array(
r.rmaxstab(nb_obs, coordinates_values, *list(self.cov_mod_param.values()), **self.params_sample))
+
return np.transpose(maxima_frech)
def remove_unused_parameters(self, start_dict, coordinate_dim):
diff --git a/spatio_temporal_dataset/dataset/simulation_dataset.py b/spatio_temporal_dataset/dataset/simulation_dataset.py
index c3e90638..ebb35477 100644
--- a/spatio_temporal_dataset/dataset/simulation_dataset.py
+++ b/spatio_temporal_dataset/dataset/simulation_dataset.py
@@ -29,8 +29,10 @@ class SimulatedDataset(AbstractDataset):
class MaxStableDataset(SimulatedDataset):
@classmethod
- def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel, coordinates: AbstractCoordinates):
- observations = MaxStableAnnualMaxima.from_sampling(nb_obs, max_stable_model, coordinates)
+ def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel, coordinates: AbstractCoordinates,
+ use_rmaxstab_with_2_coordinates=False):
+ observations = MaxStableAnnualMaxima.from_sampling(nb_obs, max_stable_model, coordinates,
+ use_rmaxstab_with_2_coordinates)
return cls(observations=observations, coordinates=coordinates, max_stable_model=max_stable_model)
diff --git a/spatio_temporal_dataset/spatio_temporal_observations/annual_maxima_observations.py b/spatio_temporal_dataset/spatio_temporal_observations/annual_maxima_observations.py
index 32817b32..162cdaa4 100644
--- a/spatio_temporal_dataset/spatio_temporal_observations/annual_maxima_observations.py
+++ b/spatio_temporal_dataset/spatio_temporal_observations/annual_maxima_observations.py
@@ -33,8 +33,10 @@ class MarginAnnualMaxima(AnnualMaxima):
class MaxStableAnnualMaxima(AnnualMaxima):
@classmethod
- def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel, coordinates: AbstractCoordinates):
- maxima_frech = max_stable_model.rmaxstab(nb_obs=nb_obs, coordinates_values=coordinates.coordinates_values())
+ def from_sampling(cls, nb_obs: int, max_stable_model: AbstractMaxStableModel, coordinates: AbstractCoordinates,
+ use_rmaxstab_with_2_coordinates=False):
+ maxima_frech = max_stable_model.rmaxstab(nb_obs=nb_obs, coordinates_values=coordinates.coordinates_values(),
+ use_rmaxstab_with_2_coordinates=use_rmaxstab_with_2_coordinates)
df_maxima_frech = pd.DataFrame(data=maxima_frech, index=coordinates.index)
return cls(df_maxima_frech=df_maxima_frech)
diff --git a/test/test_extreme_estimator/test_extreme_models/test_max_stable_model.py b/test/test_extreme_estimator/test_extreme_models/test_max_stable_model.py
new file mode 100644
index 00000000..509dc059
--- /dev/null
+++ b/test/test_extreme_estimator/test_extreme_models/test_max_stable_model.py
@@ -0,0 +1,29 @@
+import unittest
+from typing import List
+
+from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
+from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.uniform_normalization import \
+ BetweenZeroAndOneNormalization
+from test.test_utils import load_test_3D_spatial_coordinates, load_test_1D_and_2D_spatial_coordinates, \
+ load_test_max_stable_models
+
+
+class TestMaxStableModel(unittest.TestCase):
+
+ def setUp(self) -> None:
+ self.nb_obs = 3
+ self.nb_points = 2
+ self.transformation_class = BetweenZeroAndOneNormalization
+
+ def test_rmaxstab_with_various_coordinates(self):
+ smith_process = load_test_max_stable_models()[0]
+ coordinates = load_test_1D_and_2D_spatial_coordinates(
+ nb_points=self.nb_points) # type: List[AbstractCoordinates]
+ coordinates += load_test_3D_spatial_coordinates(nb_points=2, transformation_class=self.transformation_class)
+ for coord in coordinates:
+ res = smith_process.rmaxstab(nb_obs=self.nb_obs, coordinates_values=coord.coordinates_values(),
+ use_rmaxstab_with_2_coordinates=True)
+ self.assertEqual((self.nb_points, self.nb_obs), res.shape)
+
+if __name__ == '__main__':
+ unittest.main()
diff --git a/test/test_spatio_temporal_dataset/test_dataset.py b/test/test_spatio_temporal_dataset/test_dataset.py
index 357028fa..340c360f 100644
--- a/test/test_spatio_temporal_dataset/test_dataset.py
+++ b/test/test_spatio_temporal_dataset/test_dataset.py
@@ -7,6 +7,8 @@ from rpy2.rinterface import RRuntimeError
from extreme_estimator.extreme_models.margin_model.linear_margin_model import LinearNonStationaryLocationMarginModel
from extreme_estimator.extreme_models.utils import set_seed_for_test
from spatio_temporal_dataset.coordinates.abstract_coordinates import AbstractCoordinates
+from spatio_temporal_dataset.coordinates.transformed_coordinates.transformation.uniform_normalization import \
+ BetweenZeroAndOneNormalization
from spatio_temporal_dataset.dataset.simulation_dataset import MaxStableDataset, MarginDataset
from test.test_utils import load_test_max_stable_models, load_test_3D_spatial_coordinates, \
load_test_1D_and_2D_spatial_coordinates, load_test_spatiotemporal_coordinates
@@ -35,6 +37,16 @@ class TestDataset(unittest.TestCase):
max_stable_model=smith_process,
coordinates=coordinates)
+ def test_max_stable_dataset_R3_with_R2_spatial_structure(self):
+ """Test to create a dataset in R3, but where the spatial structure is only with respect to the 2 fisrt coordinates"""
+ coordinates = load_test_3D_spatial_coordinates(nb_points=self.nb_points, transformation_class=BetweenZeroAndOneNormalization)[0]
+ smith_process = load_test_max_stable_models()[0]
+ MaxStableDataset.from_sampling(nb_obs=self.nb_obs,
+ max_stable_model=smith_process,
+ coordinates=coordinates,
+ use_rmaxstab_with_2_coordinates=True)
+
+
class TestSpatioTemporalDataset(unittest.TestCase):
nb_obs = 2
--
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